Trading Algorithms
About this Course
This course covers two of the seven trading strategies that work in emerging markets. The seven include strategies based on momentum, momentum crashes, price reversal, persistence of earnings, quality of earnings, underlying business growth, behavioral biases and textual analysis of business reports about the company. In the first part of the course, you will learn how to read an academic paper. What parts to pay attention to and what parts to skim through will be discussed here. For every strategy, first you will be introduced to the original research and then how to implement the strategy. The first strategy, Piotroski F -score will be discussed in detail. You will be taught how to calculate the F - Score and how to use this score in a strategy. This is followed by the next strategy, Post earnings announcement drift (PEAD).Created by: Indian School of Business
Related Online Courses
In Programming for Designers, you will explore Python programming within a creative context, equipping you with essential computational design skills. Beginning with fundamental programming... more
Paleontology: Ancient Marine Reptiles is a four-lesson course teaching a comprehensive overview of the evolutionary changes that occur when air-breathing terrestrial animals return to water. This... more
By the end of this project, you will be able to use Jira Software for project management to plan and manage your work. Jira is one of the most in demand project management tools and learning Jira... more
This course introduces tools that help enhance reproducibility and replicability in the context of cancer informatics. It uses hands-on exercises to demonstrate in practical terms how to get... more
The course aims at helping students to be able to solve practical ML-amenable problems that they may encounter in real life that include: (1) understanding where the problem one faces lands on a... more
Powered by
